BNP Paribas Call 60 RMBS 20.09.2024
/ DE000PC34SM5
BNP Paribas Call 60 RMBS 20.09.20.../ DE000PC34SM5 /
| 2024-08-01 8:06:34 AM |
Chg.+0.033 |
Bid6:30:03 PM |
Ask6:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+42.86% |
0.030
Bid Size: 200,000 |
0.091
Ask Size: 200,000 |
Rambus Inc |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
PC34SM |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.48 |
| Parity: |
-0.79 |
| Time value: |
0.12 |
| Break-even: |
56.63 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
2.60 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
9.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.077 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.55% |
| 1 Month |
|
|
-78.43% |
| 3 Months |
|
|
-83.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.077 |
| 1M High / 1M Low: |
0.890 |
0.077 |
| 6M High / 6M Low: |
1.540 |
0.077 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.313 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
439.92% |
| Volatility 6M: |
|
273.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
